Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2800980.3276 | -22350.685 | -2778629.6426 | -3628563.5959 | -44316756.7554 | 40688193.1595 |
Total P&L (%) | -2800.9803 | -22.3507 | -2778.6296 | -3628.5636 | -44316.7568 | 40688.1932 |
Avg Daily Profit (%) | -1.5075 | -0.012 | -1.4955 | 0 | 0 | 0.324 |
Buy And Hold Return (%) | 5869.9863 | 5869.9863 | 5869.9863 | 5869.9863 | 5869.9863 | 5869.9863 |
Max Trade Drawdown | -2901588 | -147275 | -2832276 | -60518541 | -47430321 | -21497922 |
Profit Factor | 0.1634 | 0.9259 | 0.088 | 0.9622 | 0.265 | 2.1377 |
Total Trades | 221 | 111 | 110 | 221 | 111 | 110 |
Winning Trades | 159 | 77 | 82 | 112 | 52 | 60 |
Losing Trades | 62 | 34 | 28 | 109 | 59 | 50 |
Profitability (%) | 71.9457 | 69.3694 | 74.5455 | 50.6787 | 46.8468 | 54.5455 |
Ratio Avg Win / Avg Loss | 0.0637 | 0.4088 | 0.0301 | 0.9365 | 0.3007 | 1.7814 |
Largest Winning Trade | 45149 | 45149 | 14700 | 51011584 | 2530131 | 51011584 |
Largest Losing Trade | -1950071 | -63013 | -1950071 | -23197131 | -23197131 | -16980526 |
Avg Bars in Trades | 48 | 48 | 49 | 48 | 48 | 49 |
Avg Bars in Winners | 12 | 14 | 11 | 38 | 30 | 44 |
Avg Bars in Losers | 140 | 125 | 159 | 59 | 63 | 54 |
Bars Traded | 10778 | 5381 | 5397 | 10778 | 5381 | 5397 |
Profit Streak | 40.666 | 73.4993 | 40.666 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575350 | -576724 | -577031 | -579533 | -582263 | 484058 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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